CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	0.7884	0.7909	0.0025	0.3%	0.7982
High	0.7912	0.7936	0.0024	0.3%	0.7987
Low	0.7878	0.7896	0.0019	0.2%	0.7835
Close	0.7895	0.7902	0.0007	0.1%	0.7900
Range	0.0035	0.0040	0.0005	14.5%	0.0152
ATR	0.0059	0.0058	-0.0001	-2.2%	0.0000
Volume	35,257	349	-34,908	-99.0%	474,845

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8030	0.8005	0.7923
R3	0.7990	0.7966	0.7912
R2	0.7951	0.7951	0.7909
R1	0.7926	0.7926	0.7905	0.7919
PP	0.7911	0.7911	0.7911	0.7907
S1	0.7887	0.7887	0.7898	0.7879
S2	0.7872	0.7872	0.7894
S3	0.7832	0.7847	0.7891
S4	0.7793	0.7808	0.7880

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8363	0.8283	0.7983
R3	0.8211	0.8131	0.7941
R2	0.8059	0.8059	0.7927
R1	0.7979	0.7979	0.7913	0.7943
PP	0.7907	0.7907	0.7907	0.7889
S1	0.7827	0.7827	0.7886	0.7791
S2	0.7755	0.7755	0.7872
S3	0.7603	0.7675	0.7858
S4	0.7451	0.7523	0.7816

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7948	0.7835	0.0113	1.4%	0.0060	0.8%	59%	False	False	80,192
10	0.8004	0.7835	0.0169	2.1%	0.0057	0.7%	39%	False	False	81,327
20	0.8004	0.7723	0.0281	3.6%	0.0062	0.8%	64%	False	False	79,994
40	0.8050	0.7723	0.0327	4.1%	0.0055	0.7%	55%	False	False	71,445
60	0.8162	0.7723	0.0440	5.6%	0.0058	0.7%	41%	False	False	72,865
80	0.8328	0.7723	0.0605	7.7%	0.0058	0.7%	30%	False	False	64,249
100	0.8328	0.7723	0.0605	7.7%	0.0056	0.7%	30%	False	False	51,494
120	0.8328	0.7723	0.0605	7.7%	0.0055	0.7%	30%	False	False	42,930

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8103
2.618	0.8039
1.618	0.7999
1.000	0.7975
0.618	0.7960
HIGH	0.7936
0.618	0.7920
0.500	0.7916
0.382	0.7911
LOW	0.7896
0.618	0.7872
1.000	0.7857
1.618	0.7832
2.618	0.7793
4.250	0.7728

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	0.7916	0.7910
PP	0.7911	0.7907
S1	0.7906	0.7904

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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